Financial Engineering Explained – serie
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13 produkter
Equity Derivatives Explained
Av M. Bouzoubaa
Häftad, 2014
400 kr
Lägg i varukorg
A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management …
Smile Pricing Explained
Av P. Austing
Häftad, 2014
513 kr
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Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.
Financial Engineering with Copulas Explained
Av J. Mai, M. Scherer
Häftad, 2014
400 kr
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This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the …
Greeks and Hedging Explained
Av Peter Leoni
Häftad, 2014
434 kr
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A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of …
Interest Rate Derivatives Explained
Volume 1: Products and Markets
Av J. Kienitz
Inbunden, 2014
513 kr
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Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of …
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Av Jörg Kienitz, Peter Caspers
Inbunden, 2017
513 kr
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This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on …
Numerical Partial Differential Equations in Finance Explained
An Introduction to Computational Finance
Inbunden, 2017
456 kr
Lägg i varukorg
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In …
XVA of Financial Derivatives: CVA, DVA and FVA Explained
Av Dongsheng Lu
Inbunden, 2015
793 kr
Lägg i varukorg
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Interest Rate Derivatives Explained
Volume 1: Products and Markets
Av J. Kienitz
Häftad, 2019
513 kr
Lägg i varukorg
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of …
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Av Jörg Kienitz, Peter Caspers
Häftad, 2018
513 kr
Lägg i varukorg
This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on …
Numerical Partial Differential Equations in Finance Explained
An Introduction to Computational Finance
Häftad, 2018
456 kr
Lägg i varukorg
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In …
XVA of Financial Derivatives: CVA, DVA and FVA Explained
Av Dongsheng Lu
Häftad, 2019
569 kr
Lägg i varukorg
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Algorithmic Differentiation in Finance Explained
Av Marc Henrard
Häftad, 2017
373 kr
Lägg i varukorg
This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on …
